-73.2%
USO vs FLUT
+472.1%
-545.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +3.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -4.6% | +5.0% | -9.6% | -4.7% |
| 3M | +14.7% | -16.4% | +31.2% | +14.9% |
| 6M | +1.2% | -14.6% | +15.8% | +1.3% |
| YTD | +111.2% | -61.9% | +173.1% | +114.6% |
| 1Y | +109.3% | -65.0% | +174.3% | +113.0% |
| 3Y | +103.5% | -44.8% | +148.3% | +104.5% |
| 5Y | +160.9% | -49.9% | +210.8% | +161.1% |
| 10Y | +86.9% | -26.1% | +113.0% | +86.0% |
| All | -73.2% | +472.1% | -545.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling